+371.7%
STM vs CVE
+137.5%
+234.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.7% | -9.6% | -11.7% |
| 7D | -20.1% | -14.1% | -6.0% | -17.0% |
| 30D | -32.0% | -11.6% | -20.3% | -30.0% |
| 3M | -24.2% | 0.0% | -24.2% | -24.6% |
| 6M | -29.9% | -8.4% | -21.5% | -29.2% |
| YTD | +54.9% | +65.9% | -11.0% | +33.2% |
| 1Y | +68.0% | +69.4% | -1.4% | +43.5% |
| 3Y | -0.1% | +55.9% | -56.1% | -14.6% |
| 5Y | -17.9% | +146.2% | -164.1% | -39.5% |
| All | +371.7% | +137.5% | +234.2% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling